-21.4%
NOW vs CMI
+45.0%
-66.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.8% | -5.8% | -1.7% |
| 7D | -2.4% | -0.7% | -1.7% | -2.6% |
| 30D | +20.5% | -13.4% | +34.0% | +13.7% |
| 3M | +18.3% | -17.0% | +35.3% | +10.6% |
| 6M | +24.1% | -1.6% | +25.7% | +19.9% |
| YTD | -7.8% | +11.0% | -18.8% | -8.7% |
| 1Y | -21.4% | +41.9% | -63.3% | -18.9% |
| All | -21.4% | +45.0% | -66.4% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CMI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling